"The Fed is loco, the president is not," Cavuto said, mimicking Trump's thoughts.

Cavuto pointed to major issues past presidents have taken responsibility for causing, noting that President John F. Kennedy said "victory has 100 fathers, but defeat is an orphan" after the Bay of Pigs fiasco.

When Republicans, led by Rep. Newt Gingrich (R-Ga.), swept congressional elections in 1996, President Bill Clinton nodded to the defeat and said "the era of big government is over."

In 1987, President Ronald Reagan responded to a bear market on Wall Street by telling reporters that he has done many good things for the economy but can't place blame for that single negative economic indicator.

"It's tough when things don't go your way, but it's only going to get tougher when you put yourself in the way," Cavuto said after playing the clips.

"There's nothing wrong with being human," he said, adding that it is however "wrong convincing other humans that you're not."